Hypothesis testing for ergodicity of inhomogeneous diffusions

MaRDI QIDQ5209138zbMATH OpenFDO

Authors Jin Shao, Hui Jiang

Publication date 22 January 2020

zbMATH Keywords

ergodicityhypothesis testtime inhomogeneous diffusions

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Diffusion processes (60J60) Nonparametric hypothesis testing (62G10)

Recommendations

• Large and moderate deviations in testing time inhomogeneous diffusions
• On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
• On the goodness-of-fit testing for ergodic diffusion processes
• Adaptive test statistics for ergodic diffusion processes sampled at discrete times
• Empirical \(L^2\)-distance test statistics for ergodic diffusions

Cited in

(2)

• scientific article; zbMATH DE number 5164393 (Why is no real title available?)
• Large and moderate deviations in testing time inhomogeneous diffusions

This page was built for publication: Hypothesis testing for ergodicity of inhomogeneous diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5209138)